+96.3%
IEMG vs LYFT
-82.5%
+178.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.0% |
| 7D | -1.3% | -8.4% | +7.1% | -0.2% |
| 30D | +1.9% | -7.6% | +9.5% | +2.8% |
| 3M | +1.4% | +11.7% | -10.3% | -0.4% |
| 6M | +15.2% | +15.1% | +0.1% | +12.6% |
| YTD | +23.8% | -20.9% | +44.7% | +26.4% |
| 1Y | +30.7% | -16.4% | +47.0% | +31.6% |
| 3Y | +83.3% | +35.2% | +48.1% | +65.0% |
| 5Y | +48.8% | -69.4% | +118.1% | +56.0% |
| All | +96.3% | -82.5% | +178.7% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYFT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling